Forecasting Expected Returns in the Financial Markets

by Stephen Satchell (Editor)

Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.

298 pages, Paperback

First published August 16, 2007